| Metric | Strategy |
|---|---|
| Risk-Free Rate | 0.0% |
| Time in Market | 3.0% |
| Cumulative Return | -37.64% |
| CAGR﹪ | -83.07% |
| Sharpe | -0.38 |
| Prob. Sharpe Ratio | 0.0% |
| Smart Sharpe | -0.38 |
| Sortino | -0.51 |
| Smart Sortino | -0.51 |
| Sortino/√2 | -0.36 |
| Smart Sortino/√2 | -0.36 |
| Omega | 0.6 |
| Max Drawdown | -38.47% |
| Longest DD Days | 68 |
| Volatility (ann.) | 0.48% |
| Calmar | -2.16 |
| Skew | 2.78 |
| Kurtosis | 684.2 |
| Expected Daily | -0.0% |
| Expected Monthly | -14.56% |
| Expected Yearly | -37.64% |
| Kelly Criterion | -22.08% |
| Risk of Ruin | 0.0% |
| Daily Value-at-Risk | -0.05% |
| Expected Shortfall (cVaR) | -0.05% |
| Max Consecutive Wins | 1 |
| Max Consecutive Losses | 1 |
| Gain/Pain Ratio | -0.9 |
| Gain/Pain (1M) | -1.0 |
| Payoff Ratio | 1.19 |
| Profit Factor | 0.6 |
| Common Sense Ratio | - |
| CPC Index | 0.24 |
| Tail Ratio | - |
| Outlier Win Ratio | 0.0 |
| Outlier Loss Ratio | 0.45 |
| MTD | -5.87% |
| 3M | -37.64% |
| 6M | -37.64% |
| YTD | -37.64% |
| 1Y | -37.64% |
| 3Y (ann.) | -83.07% |
| 5Y (ann.) | -83.07% |
| 10Y (ann.) | -83.07% |
| All-time (ann.) | -83.07% |
| Best Day | 1.96% |
| Worst Day | -1.38% |
| Best Month | -5.87% |
| Worst Month | -23.27% |
| Best Year | -37.64% |
| Worst Year | -37.64% |
| Avg. Drawdown | -9.74% |
| Avg. Drawdown Days | 18 |
| Recovery Factor | 1.22 |
| Ulcer Index | 0.23 |
| Serenity Index | -0.0 |
| Avg. Up Month | - |
| Avg. Down Month | -14.26% |
| Win Days | 33.77% |
| Win Month | 0.0% |
| Win Quarter | 0.0% |
| Win Year | 0.0% |
| Year | Return | Cumulative |
|---|---|---|
| 2023 | -46.92% | -37.64% |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-02 | 2023-03-10 | -38.47 | 68 |
| 2023-01-01 | 2023-01-02 | -0.27 | 1 |
| 2023-01-01 | 2023-01-01 | -0.17 | 1 |
| 2023-01-02 | 2023-01-02 | -0.06 | 1 |